Does a USB flash drive work as well as a USB HDD for game back-ups?

I know USB HDD is the default recommendation because of size to cost ratio, but I have several USB flash drives lying around and would prefer to not have to spend the extra money unless it actually has an impact on things like run-time and compatability. Could someone shed some light on this?

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Another issue may be read speed. Some of those thumb drives are not the fastest things in the world. Just like some SD cards have various speeds (and you can tell this by it's class number), but there is no way to tell by looking at a thumb drive if one is faster than another.